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BSCP vs. USIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCP vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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BSCP vs. USIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%8.10%12.76%-1.90%5.75%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
-0.29%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%

Returns By Period


BSCP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

USIG

1D
0.51%
1M
-1.80%
YTD
-0.29%
6M
0.41%
1Y
5.06%
3Y*
4.93%
5Y*
0.82%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCP vs. USIG - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is higher than USIG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BSCP vs. USIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSCP

USIG
USIG Risk / Return Rank: 6060
Overall Rank
USIG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 5454
Sortino Ratio Rank
USIG Omega Ratio Rank: 5353
Omega Ratio Rank
USIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
USIG Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSCP vs. USIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BSCP vs. USIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

Correlation

The correlation between BSCP and USIG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSCP vs. USIG - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.97%, less than USIG's 4.68% yield.


TTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.97%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.68%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Drawdowns

BSCP vs. USIG - Drawdown Comparison


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Drawdown Indicators


BSCPUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-22.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

BSCP vs. USIG - Volatility Comparison


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Volatility by Period


BSCPUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.82%